We've run our performance tests both for our own code, and against other
open source implementations of the same functions. The results are presented
below to give you a rough idea of how they all compare.

Caution

You should exercise extreme caution when interpreting these results, relative
performance may vary by platform, the tests use data that gives good code
coverage of our code, but which may skew the results
towards the corner cases. Finally, remember that different libraries make
different choices with regard to performance verses numerical stability.

All the results were measured on a 2.8GHz Intel Pentium 4, 2Gb RAM, Windows
XP machine, with the test program compiled with Microsoft Visual C++ 2005,
and R-2.5.0 compiled in "standalone mode" with MinGW-3.4 (R-2.5.0
appears not to be buildable with Visual C++).